CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 1.0120 1.0160 0.0040 0.4% 1.0162
High 1.0136 1.0160 0.0024 0.2% 1.0172
Low 1.0120 1.0160 0.0040 0.4% 1.0120
Close 1.0138 1.0159 0.0021 0.2% 1.0159
Range 0.0016 0.0000 -0.0016 -100.0% 0.0052
ATR 0.0051 0.0049 -0.0002 -4.0% 0.0000
Volume 4 40 36 900.0% 105
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.0160 1.0159 1.0159
R3 1.0160 1.0159 1.0159
R2 1.0160 1.0160 1.0159
R1 1.0159 1.0159 1.0159 1.0160
PP 1.0160 1.0160 1.0160 1.0160
S1 1.0159 1.0159 1.0159 1.0160
S2 1.0160 1.0160 1.0159
S3 1.0160 1.0159 1.0159
S4 1.0160 1.0159 1.0159
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.0306 1.0285 1.0188
R3 1.0254 1.0233 1.0173
R2 1.0202 1.0202 1.0169
R1 1.0181 1.0181 1.0164 1.0166
PP 1.0150 1.0150 1.0150 1.0143
S1 1.0129 1.0129 1.0154 1.0114
S2 1.0098 1.0098 1.0149
S3 1.0046 1.0077 1.0145
S4 0.9994 1.0025 1.0130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0172 1.0120 0.0052 0.5% 0.0012 0.1% 75% False False 21
10 1.0259 1.0120 0.0139 1.4% 0.0018 0.2% 28% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0160
2.618 1.0160
1.618 1.0160
1.000 1.0160
0.618 1.0160
HIGH 1.0160
0.618 1.0160
0.500 1.0160
0.382 1.0160
LOW 1.0160
0.618 1.0160
1.000 1.0160
1.618 1.0160
2.618 1.0160
4.250 1.0160
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 1.0160 1.0155
PP 1.0160 1.0150
S1 1.0159 1.0146

These figures are updated between 7pm and 10pm EST after a trading day.

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